Articles liés à Moments, Positive Polynomials And Their Applications

Moments, Positive Polynomials And Their Applications - Couverture souple

Lasserre, Jean Bernard

 
9781911299738: Moments, Positive Polynomials And Their Applications
Couverture souple
ISBN 10 : 1911299735 ISBN 13 : 9781911299738
Editeur : Icp, 2009

Synopsis

Many important applications in global optimization, algebra, probability and statistics, applied mathematics, control theory, financial mathematics, inverse problems, etc. can be modeled as a particular instance of the Generalized Moment Problem (GMP).This book introduces a new general methodology to solve the GMP when its data are polynomials and basic semi-algebraic sets. This methodology combines semidefinite programming with recent results from real algebraic geometry to provide a hierarchy of semidefinite relaxations converging to the desired optimal value. Applied on appropriate cones, standard duality in convex optimization nicely expresses the duality between moments and positive polynomials.In the second part, the methodology is particularized and described in detail for various applications, including global optimization, probability, optimal control, mathematical finance, multivariate integration, etc., and examples are provided for each particular application.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Icp
Date d'édition
2009
Langue
anglais
ISBN 10 
1911299735
ISBN 13 
9781911299738
Reliure
Broché
Nombre de pages
384
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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